10 14 2025 NEW HIGH RISK/REWARD STOCKS

The chart shows the growth of an initial investment of $10,000 in 10 14 2025 NEW HIGH RISK/REWARD STOCKS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Mar 14, 2025, 10 14 2025 NEW HIGH RISK/REWARD STOCKS's average daily return is +0.59%, while the average monthly return is +12.18%. At this rate, an investment would double in approximately 0.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2025 with a return of +39.0%, while the worst month was Nov 2025 at -21.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 10 14 2025 NEW HIGH RISK/REWARD STOCKS closed higher 57% of trading days. The best single day was Oct 13, 2025 with a return of +17.9%, while the worst single day was Jun 5, 2026 at -11.4%.

10 14 2025 NEW HIGH RISK/REWARD STOCKS has an annualized alpha of 216.38%, beta of 1.32, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since March 14, 2025.

• This portfolio captured 1069.67% of S&P 500 Index gains and 173.87% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.11 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

10 14 2025 NEW HIGH RISK/REWARD STOCKS has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

10 14 2025 NEW HIGH RISK/REWARD STOCKS ranks 48 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current 10 14 2025 NEW HIGH RISK/REWARD STOCKS Sharpe ratio is 2.28 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 10 14 2025 NEW HIGH RISK/REWARD STOCKS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

10 14 2025 NEW HIGH RISK/REWARD STOCKS provided a 0.00% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the 10 14 2025 NEW HIGH RISK/REWARD STOCKS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 10 14 2025 NEW HIGH RISK/REWARD STOCKS was 50.77%, occurring on Nov 21, 2025. The portfolio has not yet recovered.

The current 10 14 2025 NEW HIGH RISK/REWARD STOCKS drawdown is 37.55%.

The chart below shows the rolling one-month volatility.